Job responsibilities
- Co-ordinates/ project manage the quarterly COREP reporting suite for regulated entities including all the COREP Market Risk returns (C18 to C24).
- Analyzes ongoing market risk RWA for optimization and commentaries for internal monitoring and MI Packs to various forums.
- Focuses on control environment and monitoring, driving process efficiency
- Supports and deliver strategic projects to improve and broaden the regulatory reporting infrastructure
- Provides support for ad hoc queries/reports when required by management, auditors or regulators.
- Partners with Regulatory Policy in the interpretation of regulatory rules for Market Risk
- Partners with other Finance areas to ensure adherence to the firm’s regulatory obligations (e.g. ICAAP, 10Q reporting)
Required qualifications, capabilities, and skills
- Previous experience with regulatory rules and reporting requirements (COREP/ IFPR)
- Degree qualification and either accountancy qualification or qualification by experience within Financial Services industry
- Working knowledge of investment banking products including derivatives / financing transactions
- Working knowledge of banking products (Repurchase agreements, securities, derivatives, deposits, loans, credit facilities)
- Strong interpersonal and leadership skills
- Ability to critically review and challenge numbers / strong analytical skills
- Flexibility to work under pressure to meet changing work requirements and strict deadlines
- Proactive and self-starting individual with high levels of ownership
- Proficiency in Microsoft Office – Excel, Access, Outlook, Word and PowerPoint
Proven track record of improving processes and controls